Restart Fmincon Optimization from Checkpoint File

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Mohammad Azadi Tabar
Mohammad Azadi Tabar 2024 年 2 月 18 日
回答済み: Matt J 2024 年 2 月 18 日
I am runing a time consuming simulation and due to some problem, sometimes the optimization with Fmincon is failing in the midlle of it. Hence, I wonder if there is a possiblity of having a checkpoint file (similar to surrogate optimization)?
Currently I am giving last point of previous run as intial guess of new run.

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Matt J
Matt J 2024 年 2 月 18 日
No, unfortunately. Restarting from the last point is probably the best you can do. Although, apart from the interior-point algorithm, I'm pretty sure this is equivalent to using a checkpoint for all the other algorithms.

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